A collection of OCaml Math and Statistics functions. The API is available online.

1. Perform simple and sophisticated mathematical and statistical analysis inside of (mostly) OCaml.
2. Have a descriptive, simple, and typed approach to those algorithms.
   • descriptive: what a function does should be easy to understand from the type and name.
   • simple: don't worry about the corner cases of the algorithms, until you have to.
   • typed: obviously.
3. Well tested. There are a subtle dependency between float capabilities and these algorithms. The test suite aims to provide bounds as well as a benchmark for comparing algorithms.
4. Informative examples.

• make will compile source.
• make test for tests. - We use Kaputt as the testing framework. Tests are found in *.mlt files and are joined with their respective source files only when we build a test target. - make TEST={ModuleName} test will run the test in ModuleName, ex make TEST=Descriptive test
• make covered_test for Bisect_ppx instrumented test coverage.

make setup will opam install these:

• Lacaml for BLAS/LAPACK bindings.
• LBFGS for bindings to LBFGS optimization routines.
• Kaputt for testing.
• Bisect_ppx for code coverage.
  • See Bisect for initial implementation
  • and Ocveralls for pushing to Coveralls.
• ocephes for special functions.

Anything within the problem domain is welcome.

The best place to discuss Oml is within Github's issues (even for questions).

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